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Tail negative dependence and its applications for aggregate loss modeling
16 references·0 citing·35 second hop
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References

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  • 2007Spatial modelling of claim frequency and claim size in non-life insurance96 cited
  • 2010From Archimedean to Liouville copulas83 cited
  • 2011Predicting the Frequency and Amount of Health Care Expenditures73 cited
  • 2013Total loss estimation using copula-based regression models72 cited
  • 2011A generalized beta copula with applications in modeling multivariate long-tailed data

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  • 2011Extremal behavior of Archimedean copulas41 cited
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